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Record Nr. |
UNISA996466577803316 |
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Titolo |
Recent mathematical methods in dynamic programming : proceedings of the(international) conference; Rome, March 26-28, 1984 / / edited by I. Capuzzo Dolcetta, W. H. Fleming and T. Zolezzi |
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Pubbl/distr/stampa |
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Boston : , : Springer-Verlag, , [1985] |
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©1985 |
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ISBN |
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Edizione |
[1st ed. 1985.] |
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Descrizione fisica |
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1 online resource (VIII, 204 p.) |
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Collana |
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Lecture notes in mathematics ; ; 119 |
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Disciplina |
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Soggetti |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di contenuto |
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The time optimal control of variational inequalities. dynamic programming and the maximum principle -- Some singular perturbation problems arising in stochastic control -- Some results on stationary Bellman equation in Hilbert spaces -- A stochastic control approach to some large deviations problems -- Towards an expert system in stochastic control: Optimization in the class of local feedbacks -- Optimal control and viscosity solutions -- Some control problems of degenerate diffusions with unbounded cost -- On some stochastic optimal impulse control problems -- Approximation of Hamilton-Jacobi-Bellman equation in deterministic control theory. An application to energy production systems -- Dynamic programming for optimal control problems with terminal constraints. |
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